This file includes four simple TS based. "Buys" are at or above Ask price, "Sells" are at or below Bid price. XavVolumeV3 breaks total volume down into "Buys", "Sells", "Buys" above Ask, "Sells" below Bid, and Total Volume. It also lets you know if there were more buys or sells, and if volume is greater than a set value. XavVisualTapeV3 helps you see "Lot" trades, "Block" trades, and all the volume information from XavVolumeV2. "Lot" trades are continuous buys or sells that have the same time stamp. From my understanding of TS, "Lot" trades indicate big orders being filled against smaller orders, and "Block" trades indicate big orders being filled against big orders. XavFilteredTimeAndSalesV2 takes time and sales, groups trades into "Lots", and then filters them by a user defined size (Similar to how the CME used to report trades). It also alerts you when Lot trades are made, and can tell you how many price levels the trade went through. This information is plotted directly on the chart. XavDeltaVolume plots Buy/Sell Delta, and Above Ask/Below Bid Delta.
XavVolumeV3:
-A simple TS based volume indicator
-"Buy" Volume - trades at or above ask price (Plotted as positive)
- Above Ask Volume
-"Sell" Volume - trades at or below bid price (Plotted as negative)
-Below Bid Volume
- Total Volume - Buys plus Sells (Plotted as positive)
-HighVolume: Volume level that will change the color of the TotalVolume Plot if reached.
XavVisualTapeV3:
-A simple TS based indicator that looks for Buys above Ask, Sells below Bid, "Lot" trades, and "Block" trades
-BlockSize: Minimum size for Block trades.
-ChartDisplay: Displays above ask volume(black), lot buy volume(green), block buy volume(blue), block sell volume(blue), lot sell volume(red), below bid volume(black), Buy Volume, and Sell Volume around current bar(% of total volume in parentheses).
-HistoricalPlot: Keeps the ChartDisplay on all bars, not just current bar.
-LineWidth: Width of the PlotBlock and PlotLot lines
-LotSize: Minimum "Lot" trade size.
-PercentMode: Plots all values in indicator panel as a % of total volume
-PlotBlocks: Plots small horizontal lines where block trades occur.
-PlotLots: Plots small horizontal lines where lot trades occur.
-PlotOffset: Offset multiplier for ChartDisplay based on ATR(14).
-Sound Alerts: Plays selected sound file when a Lot trade, or Block trade occurs.
-BigLotSize: Minimum size for a bigger lot trade. Plots triangles where these trades occur
XavFilteredTimeAndSalesV2
-This indicator takes time and sales, groups similar trades("Lots"), and filters them.(Similar to how the CME used to report trades)
-Output is plotted directly on chart
-FilterSize: The minimum size "Lots" you want to display
-TradeRows: Number of rows to display
-LotSizes: Different levels for trade sizes that will make the trade bold, change the color, and play sound alert.
-FontSize: Font Size
-Precision: Decimal precision of price
-PriceLevels: If set to true, it will plot a "*" for each price level crossed by the trade.
-Colors and Sound Alerts are customizable
***New algorithm for grouping trades fixed the lag issue, and more accurately spots bigger trades. I changed the algorithm because I found out NT removes millisecond information from timestamps***
XavDeltaVolume
-Plots Buy/Sell Delta and AboveAsk/BelowBid Delta
***Some Lot and Block trades will be missed if you do not use time based charts(Range, Renko, Volume,... etc)***
***Set your right margin to around 250***
Please feel free to improve these indicators if there is anything you would like to add to them. I started a thread called XavPack Discussion were anyone can post comments or improvements.
Enjoy
Version Changes:
6/29/2012 - XavPackV1: Changed lot and block plots from dots and diamonds to horizontal lines.
6/30/2012 - Added color options. Added sound alerts. Added line levels.
7/1/2012 - XavPackV2: Added more options. Changed ChartDisplay features.
7/4/2012 - XavPackV2a: Added XavFilteredTimeAndSales to XavPack and a few minor code changes.
7/14/2012 - XavPackV3: XavVolumeV3- added HighVolume, added line levels, code cleaned up. XavVisualTapeV3 - Added PlotOffset, higher values on ChartDisplay are highlighted, cleaned up code, changed grouping algorithm. XavFilteredTimeAndSalesV2 - Changed algorithm, added sound alerts, added size levels, added price levels, cleaned up code, added font size. Added XavDeltaVolume to XavPack.
This Indicator rules!!! why??!! it lets you choose any indicator you want to look for Divergence with price, you just have to go to indicator window, select the indicator and go to "Imput Series" and choose any indicator you want to look for divergence.
Note: This Zip file includes the zip file for the indicator and four sound files. Please unzip twice then import the indicator zip file into NT and copy the sound files in NT Sounds folder.
This indicator plays up to 4 alerts at diffrent times of the day specified by the user. The alerts are simply reminders of whatever the user wants to hear at certain times. The default Sound files are designed for:
1. Reminder for open time,
2. Reminder not to over trade,
3. Reminder to let Market come to you, and
4. Reminder to make sure proper setups are in place.
To play the attached default audio files, they need to be installed in NT Sounds folder. To play sound files of your choice, simply edit the code and replace the audio file names with file names of your choice and recompile.
Please do not share or distribute outsides BMT Elite Circle or use for any commercial purposes.
MultiCharts has functions to draw trendlines and arrows on a chart.
But functions to draw rectangles are missing.
The enclosed package provides for 18 simple functions which allow drawing, modifying and deleting rectangles, with a syntax similar to trendlines (TL_*).
This indicator can only be used for Range Charts with MultiCharts.
It indicates the possible location of the close of the current bar, and the open of the next. Either in case of up move or down move. So it draws 4 lines all together.
Let's take the example of a 8-range chart (8-point in MultiCharts' terminology).
Let L and H be the current Low and the current High of the bar under formation.
If the price moves up and reaches L + 9 ticks, the current bar will be closed at L + 8 ticks, and the next bar will open at L + 9 ticks.
If the price moves down and reaches H - 9 ticks, the current bar will be closed at H - 8 ticks, and the next bar will open at H - 9 ticks.
So, when a bar is under formation, the indicator draws 2 little dotted lines above the bar, at L+8 and L+9, as well as 2 little dotted lines below the bar, at H-8 and H-9. They correspond to the possible levels of the close of the current bar, and the open of the next, either in the case of an up move, or in the case of a down move.
It has to be underlined that, by definition of a range chart, these positions are not final. If the current H or the current L of the bar under formation moves, the dotted lines will move also.
However, as soon as current H-L of the current bar equals 8 ticks, we know for sure the position of the 4 above-mentioned open and close, and the line becomes solid.
Version: 1.1
Strategy Name in NT: ChangeFontNinjaTrader
Only tested for NT7
This code makes use of a strategy to change the default font within Ninja Trader. Add the strategy to the Strategy tab within the control panel. Choose your font and enable the strategy. The font will stay on whatever you choose until Ninja Trader is restarted. To reset back to the original font choose Default from the strategy and re-enable. Disable the strategy once the font is set.
Couple of notes:
- The code makes use of the active window condition. This means if you keep in enabled then goto a chart or a edit strategy it will change some of the fonts within the menus and options boxes.
- The code is setup to add additional fonts. See the "Font Types" section of the code.
- when adding additional fonts be sure to use a "_" underscore where ever there is a space.
- Add a comma to the end of the font name.
- The name spelling must be exact or it will change the font to the default setting.
Final note:
Although this should not mess anything else up within Ninja Trader, be sure to use caution when using code which changes the default settings of a program. In other words: use at your own risk!!
Augmented Dickey-Fuller Cointegration Indicator, Version 1.01
5/23/2012: Moved ALGLIB routines to separate ALGLIB "Indicator". No functionality changes.
This is posted for BMT Elite Members Only. Please do not share or distribute.
This indicator plots the augmented Dickey-Fuller statistic for residuals from a cointegrating regression. It can be used to show the probability that the prices of 2 instruments are "cointegrated". It would normally be used on daily data with a fairly long period.
The horizontal lines plotted by the indicator are the "Critical Values" for 1% (lowest line), 5% and 10% (highest line) levels. The indicator plots the statistic; lower values represent increasing likelihood of cointegration.
June 2nd, 2014 02:53 PM Amsterdam Whale Have dev'd reliably profitable strategies with some of your indis at their core. Rock solid, no probs to report, been us
ing live testing and live earning about a year. Seems to me that with only a licensed Ninja install, a free data brokera
ge accnt, and the tools in your package here, one could mount a campaign against an organized, ridiculously better capit
alized, well dug-in opponent whose entire battle plan is to sit and wait for you to stray into their sights.... and give
'm a bloody nose. Bitchin'. Always a fan, grateful one too.
October 14th, 2013 11:21 AM ghl123
September 26th, 2013 12:15 PM Jonson thanks to you!
June 9th, 2013 11:11 AM Bobi Thank you.
November 22nd, 2012 09:53 PM nyguy2005 Really nice work. Thanks for sharing!
October 2nd, 2015 09:24 AM ShaunG I have just starting to add the ‘Market Profile’ to my charts to get a better understanding of what the bigger picture i
n the market is! I did not want to get something to complicated to start with, so hopefully your indicator will help me
to get started. Thanking you in advance.
June 13th, 2014 08:58 PM spiderbyte87 Just wanted to personally thank you for putting this amazing piece of coding together.. EXCELLENT WORK!!!
January 31st, 2013 06:38 AM romus
August 9th, 2012 09:18 AM Ron Schnee I use dValueArea for my MP areas as it is easy on resources and does not cause crashes as some. Thanks for re posting it